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109 lines
3.1 KiB
Python
109 lines
3.1 KiB
Python
from datetime import datetime
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from decimal import Decimal as D
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from core.lib.notify import sendmsg
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from core.util import logs
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log = logs.get_logger("checks")
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def run_checks(strategy, x):
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pass
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def within_trading_times(strategy, ts=None):
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if not ts:
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ts = datetime.utcnow()
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# Check if we can trade now!
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trading_times = strategy.trading_times.all()
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if not trading_times:
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log.error("No trading times set for strategy")
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return False
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matches = [x.within_range(ts) for x in trading_times]
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if not any(matches):
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log.debug("Not within trading time range")
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return False
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return True
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def within_callback_price_deviation(strategy, price, current_price):
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# Convert the callback price deviation to a ratio
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if strategy.risk_model is not None:
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callback_price_deviation_as_ratio = D(
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strategy.risk_model.callback_price_deviation_percent
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) / D(100)
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else:
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callback_price_deviation_as_ratio = D(0.5) / D(100)
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log.debug(f"Callback price deviation as ratio: {callback_price_deviation_as_ratio}")
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maximum_price_deviation = D(current_price) * D(callback_price_deviation_as_ratio)
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# Ensure the current price is within price_slippage_as_ratio of the callback price
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if abs(current_price - price) <= maximum_price_deviation:
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log.debug("Current price is within price deviation of callback price")
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return True
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else:
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log.error("Current price is not within price deviation of callback price")
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log.debug(f"Difference: {abs(current_price - price)}")
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return False
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def within_max_loss(strategy):
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pass
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def within_trends(strategy, symbol, direction):
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if strategy.trend_signals.exists():
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if strategy.trends is None:
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log.debug("Refusing to trade with no trend signals received")
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sendmsg(
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strategy.user,
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f"Refusing to trade {symbol} with no trend signals received",
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title="Trend not ready",
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)
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return None
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if symbol not in strategy.trends:
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log.debug("Refusing to trade asset without established trend")
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sendmsg(
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strategy.user,
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f"Refusing to trade {symbol} without established trend",
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title="Trend not ready",
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)
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return None
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else:
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if strategy.trends[symbol] != direction:
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log.debug("Refusing to trade against the trend")
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sendmsg(
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strategy.user,
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f"Refusing to trade {symbol} against the trend",
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title="Trend rejection",
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)
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return False
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else:
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log.debug(f"Trend check passed for {symbol} - {direction}")
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return True
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def within_position_size(strategy):
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pass
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def within_protection(strategy):
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pass
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def within_max_open_trades(strategy):
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pass
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def within_max_open_trades_per_asset(strategy):
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pass
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def within_max_risk(strategy):
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pass
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def within_crossfilter(strategy):
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pass
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